diff --git a/finrl/meta/data_processors/processor_alpaca.py b/finrl/meta/data_processors/processor_alpaca.py
index d5ce5f6adc..671284c34b 100644
--- a/finrl/meta/data_processors/processor_alpaca.py
+++ b/finrl/meta/data_processors/processor_alpaca.py
@@ -138,6 +138,7 @@ def clean_data(self, df):
 
             tmp_df = tmp_df.astype(float)
             tmp_df["tic"] = tic
+            tmp_df = tmp_df.loc[times]
             new_df = pd.concat([new_df, tmp_df])
 
         new_df = new_df.reset_index()